+34.8%
AKAM vs IEF
-2.7%
+37.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +1.5% | -1.3% | +2.8% | +4.0% |
| 30D | -13.0% | -1.7% | -11.3% | -10.2% |
| 3M | -19.4% | -2.5% | -16.8% | -15.6% |
| 6M | +0.3% | -3.3% | +3.6% | +6.3% |
| YTD | +22.4% | -2.8% | +25.2% | +28.7% |
| 1Y | +34.8% | -2.7% | +37.6% | +45.0% |
| All | +34.8% | -2.7% | +37.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling